Originally Posted By: RTG
Have you run both scripts together (ONS and FirstStrike) in a backtest?


Tried it only for EUR/USD. With my params ONS gives AR 34% and FS 18% when tested separately. When tested together AR is the same as for ONS but PF and Sharpe are lower. The resulting equity curve looks more similar to FS equity curve probably also because FS has more than twice as many trades.